The process of fiting some statistical model to a particular set of data. Mostly done on a computer, and using varied numerical methods such as optimization or numerical integration, or simulation.

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Comparison between coefficients of 2 polynomial fits

I have a cancer data according to men and women. I fit cancer incidence polynomially to men and women separately based on year. And I get 2nd order year coefficients for men as -3.04e-4 and -6.10e-4 ...
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9 views

future prediction by inverting GAM model coefficients [closed]

I am new to R. I am trying to fit GLM and GAM model to my species data against few variables, which I have already done using GLM and mgcv package (GAM). I got some parametric coefficients. The next ...
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0answers
22 views

Fit truncated Poisson distribution in R

I am trying to fit a Poisson distribution with zero-truncated, imperfectly observed data. I have a set of samples for which I can observe 1 counts and >1 counts, although I don't know what the >1 ...
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0answers
28 views

are there anomalies? and if so, can I quantify them?

Given a data set, I want to divide it in two different sets if I see that part of the data misbehaves. For example, in the figure you can clearly see that something is happening before the vertical ...
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1answer
135 views

How to fit a function to a CDF in R?

I've been given a dataframe that contains data for a CDF. The column X contains the 250 $X$ values, and the column P contains ...
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2answers
269 views

Which probability distribution fits my data?

I have generated a dataset (available here) for which I try to find out the best fitting probability distribution. I first generated uniformly distributed random directions and then calculated the ...
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0answers
35 views

Fitted value in GARCH(1,1) is the same as original data

I am trying to remove the volatility of my sample time series by fitting the GARCH(1,1) model with Gaussian innovations.The time series I use is the log returns on the daily closing value of S&P ...
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0answers
54 views

Fitting one set of data with two functions

I have a set of data (42 points): ...
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22 views

How to find the distribution that fit my data?

Finding the best distribution that fits a data sample seems to be a though problem since there is no cookie-cutter solution. Although automated fit softwares exist, it remains suboptimal to use a ...
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1answer
42 views

Testing a vector for gamma distribution

I asked this question on stackoverflow before but I was told that I better ask this question here! So... I have a problem with a certain vector. I'm tying to find out IF it's gamma-distributed and (if ...
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0answers
48 views

If I'm using a decision tree to predict a quantity, should I “inform” the tree that a certain feature seems exponential? If so, how?

This question is for concreteness. The more general question I have is: Assuming that you have no missing data, what are some practical ways in which fitting a distribution to your data is useful when ...
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1answer
33 views

What's a good test for assessing which model fits a particular dataset the best?

I understand you can graph the variable distributions but is there an actual best fit test? Edit:Sorry about the wording. Basically what I did is run two linear regression models. One containing ...
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35 views

Best way to model this data, qfit or fpfit? How to get equation?

So I have this relationship, which is obviously not linear. The purpose is to see if there is (and what kind of) a relationship between FRAG (test score) and MD-R (mm^2/s). There are other covariates ...
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43 views

argument for using nAGQ=0 in glmer (lme4)

I am fitting a generalized linear mixed model using the glmer function from the package lme4. As I have 200 individuals and want to do cross validation, I have to run a model 200 times. I wanted to ...
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0answers
55 views

Comparing two emprical distributions [closed]

I have a time series empirical density distribution and other multiple empirical time series density graphs. I would like to compare how similar is the first empirical PDFs against the other empirical ...
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1answer
42 views
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0answers
40 views

When does it make sense to fit a distribution to data?

More in general, if a fitted generative model is at best a biased approximation, and let's say we're interested in the predictive distribution, there is always an information loss associated with the ...
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1answer
48 views

Fitting an arc from samples taken at evenly spaced angles

I have an application where I am rotating an object and measuring its position in X,Y as it rotates. There is some measurement error in both X and Y at each point (haven't yet been able to ...
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0answers
39 views

Heston Model parameter estimation

I would like to know, whether there is some literature or paper (even better) available that examines the Heston model parameter estimation. I am not searching for calibration, it should only focus ...
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1answer
44 views

How to find (using R) the function which my experimental data follow?

I have an experimental time-depending data (Mean as a function of Time). I want to find the function which my data follow. I have already tried fitdistr and Gam, but it hasn't really helped. Could ...
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1answer
37 views

Finding the best fitted distribution for an experimental data with R

I have read most of the similar questions and answers, but still can not solve my problem... I have an experimental medical time-depending data, which I want to analyse and classify. I'm trying to ...
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0answers
12 views

How to check if the data follow a certain Conditional random field model

I have certain data for which I think that there is a relation between neighbouring points given certain features. However, I don't know how to get intuitive plot that shows this relation. I checked ...
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1answer
36 views

Estimating the parameters of a Beta distribution using the sample average and standard deviation

This is a simple question, but I just want to be sure. Imagine that we have a sample of $n$ data $\{x_1, \dots, x_n\}$ and that we want to fit them to a Beta distribution. Imagine that we have ...
2
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1answer
128 views

Why does this data throw an error in R fitdistr?

I'm trying to fit a weibull distribution to this but am having problems. Not sure why. What causes the NaNs? Thanks! ...
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0answers
38 views

Fitting a Gumbel mixture model in R

I am trying to fit some data to a Gumbel mixture model, however there doesn't seem to be any libraries that does this. I tried coding up my own MLE method, but am having problems. Any suggestions of ...
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23 views

How to optimize costly, smooth, multidimensional, varying scale function with flat regions and slight noise

I am trying to optimize hyperparameters of a complex model. Each iteration takes roughly 30s (during which the lower level model is run many times). I believe the underlying function to be generally ...
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12 views

What are the criteria to choose for a bootstrapping, frequency, forecasting of fitting method to fit demand data?

My goal is to calculate the inventory height of several products. To do so, I have to calculate the probabillity a certain demand occurres. However to determine the distribution based on historical ...
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9 views

How do I fit a distribution to just a few data points obtained through an elicitation process

I currently have only 4 scenarios, each assigned a likelihood (%) and cost impact (£). It relates to costs for a construction project. For example: 25% = £5m, 50% = £50m, 20% = £65m, 5% = £150m. I ...
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1answer
89 views

Fit monotone polynomial to data

I want to fit monotone polynomials to data. Murray, Müller and Turlach (http://dx.doi.org/10.1007/s00180-012-0390-5) provide an implementation in R ...
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3answers
277 views

How can I programmatically detect segments of a data series to fit with different curves?

Are there any documented algorithms to separate sections of a given dataset into different curves of best fit? For example, most humans looking at this chart of data would readily divide it into 3 ...
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95 views

Fitting the differences between two curves

The problem I'm trying to solve is to algorithmically figure out whether two curves converge or diverge in a graph (visually the problem is almost trivial). For examples: The left one is ...
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0answers
55 views

What equation should I fit to this plot? (similar to double exponential?)

I have data that looks somewhat like the following plot (and dataset). It's been suggested that a double exponential (e.g. k (exp(−αt) − exp(−βt))) might fit it, but I can seem to get it to fit (using ...
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0answers
24 views

Best GARCH model using R [closed]

Is there any function in R such as the auto.arima for the ARIMA processes that finds the most suitable GARCH order for a given data?
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0answers
32 views

A strategy to find outliers in a fitted Poisson distribution

I'm using SciPy to fit Poisson distribution to some empirical data in order to find possible misfits. The thing is there are no built-in tools to find outliers in the SciPy kit and I've got no will to ...
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0answers
37 views

Fitting Data with Ties Using unique() Walk-Around and ks.test

I'm looking for a distribution that best fits my data. Looking at the frequency plot, seems like the distribution could follow a Gamma or Weibull distribution. With that in mind, I use the ...
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1answer
47 views

What is the difference between predict() with and without offset-term when using vglm() of the VGAM package in R?

I am fitting a regression model based on the generalized poisson distribution. Here is an example ...
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41 views

Deriving errors for fitted parameters using Monte Carlo

I have the following data: One 2D image, each of its pixels is a measurement. I will call this "data map". One 2D image, each of its pixels is the error (1 sigma) of the above measurements. I will ...
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42 views

Using ARIMA to Create a Model in R

I'm trying to get understand why the values for my model are different when using two different functions. The first one is from Example 9.2 (International Visitors to Australia), using the ...
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0answers
10 views

Power Law reweighting the tails [duplicate]

I am trying to show that from two sets of data, one obeys a power law and the other not. I am trying to quantify that using a numerical tool performing a power law. My tool, python-scipy fitting tool, ...
3
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1answer
157 views

Automated detection of outliers in one dimensional data

I have several datasets that I need to be able to fit (the goal is to find the outliers). The datasets were created by groups of images and the x is an index number of the image and y is a focus ...
5
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1answer
54 views

Least squares with exponential model

I'm trying to fit values from this model $$y(x)=ae^{−bx}+c$$ where a, b and c are 3 different parameters that I want to find with least squares. So using least squares I want to find the value of a, ...
5
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2answers
104 views

Fit exponential distribution with noise

I'm trying to fit an exponential with noise (which in this case is a constant $c$) like this one $$ y(x) = \alpha e^{- \alpha x} + c \text{ ,}$$ having $(x_i, y_i)$ values (So $\alpha$ and $c$ are ...
9
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2answers
559 views

Difference between regression analysis and curve fitting

Can anybody please explain to me the real difference(s) between regression analysis and curve fitting (linear and nonlinear), with an example if possible? It seems that both try to find a ...
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1answer
58 views

How does the covariance matrix of a fit get computed?

I often have to fit data of physical experiments as a student. I always use (python's) functions like numpy.polyfit or scipy.optimize.curve_fit for that purpose. They also allow you to retrieve the ...
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0answers
48 views

Fitting measured, real-world data to theoretical distribution: How to test goodness?

I have a large sets of real-world user data (30k, 80k, 90k measurements). To be precise those are simply session lengths for a specific system. I want to create a theoretical model of this, to ...
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1answer
41 views

How can I avoid misidentification of a exponential distribution as Gamma or Weibull?

I'm trying to write a piece of code in R that identifies a set of sample data as belonging to a specific distribution and pull the specific distribution parameters, by performing the K-S test and ...
2
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0answers
51 views

what to do with ridiculous but valid leverage points

So I'm having some difficulty fitting a linear model to the data (see other post here glm model fit - can't find a family/link combination that produces good fit). In particular, I'm worried ...
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1answer
107 views

glm model fit - can't find a family/link combination that produces good fit

I am having difficulty finding a correct glm model to fit my data. The outcome is the length of time in months a person will spend in prison (sentence length). It's technically a count, all positive ...
2
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2answers
134 views

How to change the null hypothesis of the coefficient in the least squares fitting?

I have a least square fitting like this: fit = lsfit(log10(M), log10(RS), wt) This function lists statistics and p-values for the coefficient considering the ...
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1answer
100 views

Linear models: estimating the b vector on R

Starting from the basic linear model problem: $$ y=Xb+e $$ And the least squares method of $b$ estimation $$ \hat{b}=(X'X)^{-1}X'y $$ And also considering a model not of full rank (an one-way design, ...